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Bayesian discrimination method for special covariance structure

100%

Pasewicz W.

Mathematica Applicanda

1985

tom 13

nr 26

Let us assume that the observed random vector from population has a p-dimensional normal distribution with a mean vector and a positive definite covariance matrix. A multivariate observation is known and it belongs to one of two multivariate normal populations but it is not known to which. Let E be the pxp matrix with each element eąual to unity and let I be the p x p identity matrix. In the paper we consider a Bayesian discrimination between s.

Estimators of the Quadratic Discriminant Function in the Case of Special Covariance Matrices Structure

100%

Pasewicz W.

Mathematica Applicanda

1987

tom 15

nr 29

Let us assume that the observed random vector Z, has a p-dimensional normal distribution with zero-mean vector. In the present paper we discuss estimators of the quadratic discriminant function U(z)=ln(f1(z)/f2(z)).

Ograniczanie wyników

2 Mathematica Applicanda

2 Pasewicz W.

1 1987

1 1985

Wyniki wyszukiwania

Bayesian discrimination method for special covariance structure

Estimators of the Quadratic Discriminant Function in the Case of Special Covariance Matrices Structure